In short, someone who suffers from MDD believes that completely interesting things happen to them every waking moment of their life, and everyone but themselves care about it.
Person 2: Oh, him? It's nothing. He just has MDD.
You: I got a guitar last Saturday, man. I love it.
Person Suffering from MDD: I've had a guitar since I was three. I can play music from, like, every NES game ever.
You: I can kinda-sorta play.
PSMDD: I've played for years. It's no big deal, though. It's just how I am.
You: I'm kinda tired. I was up talking to M-
PSMDD: I'm an insomniac. I don't sleep. Ever. But, you know, that's just how it is. You probably couldn't handle it, though, it makes you lose your mind.
You: Yeah, I've only been to that one funeral, but-
PSMDD: I go to like, three funerals every year. I went to one yesterday. EVERYONE I KNOW IS DYING. I don't care.
You: Those Catholic funerals are so long.
PSMDD: I don't go to religious ones, but they have to bless THE ENTIRE BUILDING. SO MANY THINGS HAPPEN TO ME, BUT THAT'S JUST HOW IT IS, I GUESS.